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Performance |
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The JCClark Focused Opportunities Fund was launched in June 2005. Since inception the fund has generated strong risk-adjusted returns and demonstrated a low correlation to equity indices. |
Class A Monthly Fund ReturnsSince inception |
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | | 2005 | - | - | - | - | - | 0.90 | 4.52 | 0.41 | 3.36 | -3.35 | 2.80 | 3.68 | 12.75 | | 2006 | 4.73 | -1.06 | 4.26 | 1.16 | 0.01 | -1.74 | 0.08 | 1.51 | -1.73 | 2.43 | 1.87 | 1.85 | 13.94 | | 2007 | 0.77 | 4.91 | 0.84 | 2.19 | 0.43 | 1.69 | 3.29 | 0.98 | 0.38 | 1.74 | 1.47 | 0.08 | 20.36 | | 2008 | -2.12 | -0.15 | 0.31 | -2.12 | -0.54 | 0.83 | 1.00 | -0.31 | -0.45 | -6.60 | -3.45 | 1.40 | -11.80 | | 2009 | 1.48 | -3.94 | 4.19 | 2.30 | 3.43 | -0.92 | 0.26 | 0.32 | 1.73 | 2.00 | 1.41 | 0.22 | 12.94 | | 2010 | 1.43 | 1.53 | 0.38 | -0.28 | -1.02 | -0.70 | -0.53 | 0.85 | -0.67 | 1.43 | -1.19 | 2.21 | 3.42 | | 2011 | 0.84 | 1.14 | -3.17 | -2.13 | -1.61 | 0.04 | -0.17 | -4.93 | -1.02 | 2.29 | -1.37 | -0.18 | -10.00 | |
Relative PerformanceCumulative returns of the fund against its benchmark (since inception) |
Return AnalysisComparison of return statistics of the fund against its benchmark |
| Focused Opportunities Fund - A | Benchmark | Avg. Monthly Return (since incep.) | 0.48% | 0.39% | Months with Positive 1-year Return | 66.18% | 73.53% | Months with Negative 1-year Return | 33.82% | 26.47% | Annualized Returns | | | Since Inception | 5.62% | 3.38% | 1 Year | -10.00% | -11.08% | 2 Year | -3.52% | 0.89% | Best Month | 4.91% | 11.21% | Worst Month | -6.60% | -16.93% | Best 12 Month Return | 23.80% | 43.17% | Worst 12 Month Return | -12.95% | -40.19% | Advancing Months | 64.56% | 59.49% | Declining Months | 35.44% | 40.51% |
Risk ManagementComparison of volatility statistics of the fund against its benchmark |
| Focused Opportunities Fund - A | Benchmark | Annualized Standard Deviation | Since Inception | 7.40% | 15.96% | Last 12 Months | 6.84% | 12.71% | Kurtosis | 1.09 | 2.54 | Skewness | -0.49 | -1.08 | Up Months | Average Monthly Return | 1.67% | 3.36% | Standard Deviation | 1.32% | 2.13% | Down Months | Average Monthly Return | -1.69% | -3.98% | Standard Deviation | 1.58% | 3.77% | Sharpe Ratio (4%) | Since Inception | 0.22 | -0.04 | Last 12 Months | -2.05 | -1.19 | Largest Peak to Valley Drawdown | -14.02% | -44.80% |
* The benchmark used for the JCClark Focused Opportunities Fund is the S&P/TSX Composite Index. |
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